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~isPartOf:"Econometric theory"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of empirical finance"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Time series analysis
456
Zeitreihenanalyse
456
Theorie
254
Theory
254
Estimation theory
185
Schätztheorie
185
Volatility
66
Volatilität
66
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Kim, Chang-Jin
2
Li, Youwei
2
Nelson, Charles R.
2
Amado, Cristina
1
Bee, Marco
1
Boudt, Kris
1
Campbell, John Y.
1
Capobianco, Enrico
1
Castel-Branco, Tiago
1
Chatzikonstanti, Vasiliki
1
Chen Zhou
1
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1
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1
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1
De Lira Salvatierra, Irving Arturo
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Econometric theory
International journal of theoretical and applied finance
Journal of empirical finance
Journal of econometrics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Finance research letters
31
International journal of forecasting
28
Economic modelling
25
International review of financial analysis
25
International review of economics & finance : IREF
24
Journal of forecasting
22
Applied economics
21
Discussion paper / Tinbergen Institute
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The North American journal of economics and finance : a journal of financial economics studies
19
Journal of banking & finance
18
Economics letters
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Energy economics
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Journal of financial economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Journal of financial econometrics
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Journal of international financial markets, institutions & money
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Research in international business and finance
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The journal of finance : the journal of the American Finance Association
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Applied financial economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of risk and financial management : JRFM
12
NBER working paper series
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Quantitative finance
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CREATES research paper
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Pacific-Basin finance journal
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CESifo working papers
10
The European journal of finance
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Working paper
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Review of quantitative finance and accounting
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Cambridge working papers in economics
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ECONIS (ZBW)
47
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1
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
4
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
5
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
6
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
7
Forecasting stock returns with large dimensional factor models
Giovannelli, Alessandro
;
Massacci, Daniele
;
Soccorsi, …
- In:
Journal of empirical finance
63
(
2021
),
pp. 252-269
Persistent link: https://www.econbiz.de/10013259267
Saved in:
8
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
9
Coupled network approach to predictability of financial market returns and news sentiments
Curme, Chester
;
Stanley, H. Eugene
;
Vodenska, Irena
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403951
Saved in:
10
A threshold model for local volatility : evidence of leverage and mean reversion effects on historical data
Lejay, Antoine
;
Pigato, Paolo
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030906
Saved in:
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